-52.1%
SMR vs MTSI
+312.1%
-364.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.6% | -6.2% | -6.9% |
| 7D | +10.3% | +29.1% | -18.8% | -4.5% |
| 30D | -25.7% | -20.4% | -5.3% | -17.0% |
| 3M | -49.7% | -20.9% | -28.8% | -45.0% |
| 6M | -59.8% | -32.3% | -27.6% | -52.3% |
| YTD | -66.0% | +43.5% | -109.5% | -75.3% |
| 1Y | -81.4% | +43.8% | -125.2% | -86.3% |
| 3Y | +130.6% | +218.8% | -88.1% | +19.4% |
| All | -52.1% | +312.1% | -364.2% | -77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MTSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling